Updated at 2025-06-06 07:59:42.010877
Conversion successful! Created: C:/Users/Chris/Python/format_csv.py Before update data summary: Date range: 2011-08-18 to 2025-06-05 Number of rows: 5008 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-06-05 Number of rows: 5008 Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250606_065946 Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv Before update data summary: Date range: 2011-08-18 to 2025-06-05 Number of rows: 5008 CSV is already up to date. After update (unchanged) data summary: Date range: 2011-08-18 to 2025-06-05 Number of rows: 5008 Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250606_065946 Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv ✅ Complete Bitcoin analysis completed successfully!
Output folder: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-06.1 Success! PDF saved to: C:\Users\Chris\Downloads\btc_report\btc_report_2025-06-06.1\btc_report_2025-06-06.pdf
1-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 9 | 1 | October | 16.71% | 14.6% | 72.94% | -31.96% | 61.22% | 425 | False | 10.93% | 12.75% | 75% | 124 | 49.98% | 48.73% | 100% | 93 | -4.05% | -4.46% | 33.33% | 93 | 12.82% | 28.54% | 80.87% | 115 |
| 1 | 2 | February | 11.48% | 11.63% | 71.21% | -31.49% | 65.17% | 396 | False | 10.85% | 4.71% | 50% | 116 | 26.93% | 30.1% | 75% | 112 | -5.89% | 1.63% | 66.67% | 84 | 9.11% | 11.06% | 100% | 84 |
| 10 | 3 | November | 40.82% | 11.54% | 65.06% | -37.01% | 450.16% | 415 | False | 24.9% | 25.19% | 100% | 120 | 165.87% | 54.61% | 66.67% | 90 | -13.89% | -16.22% | 33.33% | 90 | 2.39% | 8.8% | 52.17% | 115 |
| 6 | 4 | July | 10.19% | 9.92% | 69.23% | -9.06% | 40.61% | 403 | False | 15.4% | 13.69% | 75% | 124 | 14.7% | 15.83% | 100% | 93 | 9.59% | 16.84% | 66.67% | 93 | -0.68% | -4.06% | 33.33% | 93 |
| 0 | 5 | January | 5.72% | 9.7% | 57.54% | -32.43% | 54.53% | 431 | False | 8.05% | 8.22% | 75% | 124 | 19.57% | 12% | 75% | 124 | -11.31% | -16.74% | 33.33% | 93 | 1.04% | -7.6% | 34.44% | 90 |
| 4 | 6 | May | 9.92% | 7.06% | 57.14% | -35.39% | 70.36% | 434 | False | 11.01% | 10.39% | 100% | 124 | 9.38% | 1.28% | 50% | 124 | 1.75% | -15.61% | 33.33% | 93 | 17.37% | -3.2% | 33.33% | 93 |
| 3 | 7 | April | 11.25% | 5.4% | 64.29% | -17.32% | 46.47% | 420 | False | 7.41% | 5.19% | 75% | 120 | 21.22% | 20.07% | 75% | 120 | 4.94% | -1.31% | 33.33% | 90 | 9.42% | 2.67% | 66.67% | 90 |
| 5 | 8 | June | 1.24% | 2.12% | 53.16% | -37.3% | 27.85% | 395 | True | 10.71% | 11.08% | 50% | 120 | -9.2% | -6.02% | 31.58% | 95 | -16.65% | -14.77% | 33.33% | 90 | 17.51% | 14.67% | 100% | 90 |
| 2 | 9 | March | 12.27% | -1.96% | 42.86% | -32.83% | 186.76% | 434 | False | -3.75% | -3.43% | 25% | 124 | 51.09% | 13.88% | 50% | 124 | -15.03% | -17.57% | 33.33% | 93 | 9.15% | 8.05% | 66.67% | 93 |
| 8 | 10 | September | -4.03% | -3.11% | 36.32% | -39.75% | 19.8% | 413 | False | 6.54% | 6.96% | 75% | 120 | -5.63% | -6.97% | 0% | 90 | -9.14% | -5.96% | 0% | 90 | -9.92% | 2.58% | 53.1% | 113 |
| 11 | 11 | December | 6.64% | -3.2% | 49.65% | -34.61% | 47.15% | 431 | False | 20.26% | 18.54% | 75% | 124 | -4.59% | -18.96% | 33.33% | 93 | -8.45% | -6.98% | 0% | 93 | 12.92% | 12% | 74.38% | 121 |
| 7 | 12 | August | 1.67% | -8.31% | 37.71% | -26.61% | 65.78% | 411 | False | -1.24% | -2.85% | 50% | 124 | 36.78% | 30.92% | 100% | 93 | -13.65% | -13.86% | 0% | 93 | -13% | -11.26% | 0% | 101 |
2-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-December | 40.27% | 27.46% | 64.29% | -41.42% | 259.63% | 14 | False | 50.53% | 35.82% | 100% | 4 | 116.89% | 115.72% | 66.67% | 3 | -21.93% | -19.35% | 0% | 3 | 19.18% | 29.92% | 75% | 4 |
| 9 | 2 | October-November | 79.1% | 25.99% | 64.29% | -39.81% | 786.97% | 14 | False | 39.7% | 37.14% | 100% | 4 | 315.63% | 129.95% | 100% | 3 | -18.21% | -11.58% | 0% | 3 | 14.07% | 15.4% | 50% | 4 |
| 8 | 3 | September-October | 11.47% | 18.8% | 71.43% | -58.75% | 59.14% | 14 | False | 16.89% | 18.8% | 100% | 4 | 41.76% | 35.91% | 100% | 3 | -12.45% | -10.16% | 33.33% | 3 | 1.26% | 14.53% | 50% | 4 |
| 3 | 4 | April-May | 23.47% | 17.47% | 64.29% | -36.48% | 114.5% | 14 | False | 18.89% | 16.99% | 75% | 4 | 34.68% | 30.36% | 75% | 4 | 5.33% | 8.17% | 66.67% | 3 | 32.77% | -4.41% | 33.33% | 3 |
| 1 | 5 | February-March | 34.18% | 12.27% | 64.29% | -43.36% | 373.65% | 14 | False | 9.36% | 0.57% | 50% | 4 | 110.7% | 44.28% | 75% | 4 | -18.94% | -31.73% | 33.33% | 3 | 18.37% | 19.99% | 100% | 3 |
| 5 | 6 | June-July | 11.07% | 11.29% | 69.23% | -26.61% | 79.5% | 13 | True | 28.16% | 18.71% | 75% | 4 | 4.16% | 11.29% | 66.67% | 3 | -10.26% | -7.29% | 33.33% | 3 | 16.54% | 18.02% | 100% | 3 |
| 11 | 7 | December-January | 12.6% | 9.48% | 64.29% | -42.33% | 68.2% | 14 | False | 42.35% | 47.52% | 100% | 4 | -19.51% | -28.27% | 33.33% | 3 | -7.21% | -14.04% | 33.33% | 3 | 21.79% | 18.09% | 75% | 4 |
| 4 | 8 | May-June | 14.13% | 5.83% | 69.23% | -47.06% | 104.26% | 13 | False | 23% | 19.82% | 100% | 4 | 2.47% | -35.99% | 33.33% | 3 | -11.73% | -30.92% | 33.33% | 3 | 39.81% | 11.01% | 100% | 3 |
| 0 | 9 | January-February | 18.65% | 5.8% | 64.29% | -25.69% | 153.25% | 14 | False | 18.45% | 14.02% | 100% | 4 | 55.71% | 39.64% | 75% | 4 | -19.04% | -24.85% | 0% | 3 | 7.19% | 2.64% | 66.67% | 3 |
| 2 | 10 | March-April | 27.83% | 1.93% | 64.29% | -18.66% | 317.18% | 14 | False | 0.8% | 0.7% | 75% | 4 | 92.47% | 20.5% | 100% | 4 | -13.99% | -12.91% | 0% | 3 | 19.5% | 26.31% | 66.67% | 3 |
| 6 | 11 | July-August | 13.69% | 0.49% | 53.85% | -25.15% | 92.02% | 13 | False | 15.31% | 10.82% | 50% | 4 | 56.56% | 43.16% | 100% | 3 | -4.92% | 0.49% | 66.67% | 3 | -12.73% | -12.46% | 0% | 3 |
| 7 | 12 | August-September | 0.14% | -5.1% | 30.77% | -32.98% | 51.48% | 13 | False | 5.56% | -2.16% | 25% | 4 | 28.76% | 29.13% | 100% | 3 | -21.39% | -16.59% | 0% | 3 | -14.18% | -17.03% | 0% | 3 |
3-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 | 1 | November-January | 47.09% | 30.53% | 78.57% | -45.86% | 294.52% | 14 | False | 77.59% | 65.94% | 100% | 4 | 105% | 57.73% | 66.67% | 3 | -22.95% | -35.83% | 33.33% | 3 | 25.69% | 20.64% | 100% | 4 |
| 9 | 2 | October-December | 73.81% | 27.94% | 64.29% | -44.02% | 479.8% | 14 | False | 70.92% | 53.16% | 100% | 4 | 235.36% | 220.84% | 100% | 3 | -25.5% | -17.6% | 0% | 3 | 30.04% | 25.57% | 50% | 4 |
| 8 | 3 | September-November | 74.26% | 25.94% | 64.29% | -60.13% | 775.53% | 14 | False | 46.1% | 46.78% | 100% | 4 | 302.19% | 110.12% | 100% | 3 | -26.35% | -21.29% | 0% | 3 | 6.92% | 12.09% | 50% | 4 |
| 4 | 4 | May-July | 23.52% | 20.24% | 61.54% | -38.04% | 111.72% | 13 | False | 41.29% | 35.36% | 100% | 4 | 17.93% | -28.21% | 33.33% | 3 | -8.28% | -16.42% | 33.33% | 3 | 37.2% | 20.24% | 66.67% | 3 |
| 1 | 5 | February-April | 55.46% | 15% | 57.14% | -44.1% | 589.06% | 14 | False | 11.74% | 7.03% | 50% | 4 | 173.9% | 57.28% | 75% | 4 | -18.41% | -8.94% | 0% | 3 | 29.68% | 26.37% | 100% | 3 |
| 11 | 6 | December-February | 29.23% | 14.17% | 64.29% | -50.86% | 170.62% | 14 | False | 87.04% | 95.07% | 75% | 4 | -23.75% | -24.28% | 33.33% | 3 | -0.78% | -4.51% | 33.33% | 3 | 33.66% | 29.88% | 100% | 4 |
| 2 | 7 | March-May | 37.2% | 12.29% | 71.43% | -27.37% | 281.48% | 14 | False | 11.63% | 10.57% | 100% | 4 | 95.25% | 58.51% | 75% | 4 | -13.37% | -26.51% | 33.33% | 3 | 44.46% | 17.6% | 66.67% | 3 |
| 7 | 8 | August-October | 22.15% | 11.97% | 69.23% | -42.08% | 125.3% | 13 | False | 15.21% | 15.25% | 100% | 4 | 93.79% | 108.18% | 100% | 3 | -24.16% | -18.42% | 0% | 3 | 6.07% | 8.95% | 66.67% | 3 |
| 3 | 9 | April-June | 28.02% | 7.61% | 61.54% | -56.23% | 162.95% | 13 | False | 31.56% | 38.62% | 75% | 4 | 27.83% | -6.25% | 33.33% | 3 | -7.69% | -7.81% | 33.33% | 3 | 59.19% | 7.61% | 100% | 3 |
| 0 | 10 | January-March | 54.24% | 2.72% | 50% | -50.08% | 626.21% | 14 | False | 15.4% | 1.61% | 50% | 4 | 182.02% | 56.73% | 75% | 4 | -29.83% | -37.86% | 0% | 3 | 19.75% | 10.89% | 66.67% | 3 |
| 6 | 11 | July-September | 11.88% | 1% | 53.85% | -38.89% | 85.15% | 13 | False | 23.85% | 9.48% | 75% | 4 | 47.23% | 41.2% | 100% | 3 | -12.75% | -2.68% | 33.33% | 3 | -14.8% | -11.5% | 0% | 3 |
| 5 | 12 | June-August | 14.48% | 0.42% | 61.54% | -36.88% | 106.02% | 13 | True | 28.62% | 15.31% | 75% | 4 | 44.23% | 26.49% | 100% | 3 | -22.3% | -23.7% | 0% | 3 | 2.65% | 0.42% | 66.67% | 3 |
6-Month Period Performance:
| Rank | Period | Mean Return | Median Return | Success Rate | Min Return | Max Return | Count | Is Current | Year4 Mean | Year4 Median | Year4 Success | Year4 Count | Year1 Mean | Year1 Median | Year1 Success | Year1 Count | Year2 Mean | Year2 Median | Year2 Success | Year2 Count | Year3 Mean | Year3 Median | Year3 Success | Year3 Count | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8 | 1 | September-February | 86.19% | 66.01% | 64.29% | -47.08% | 330.1% | 14 | False | 167.12% | 168.72% | 100% | 4 | 146.54% | 117.88% | 66.67% | 3 | -25.88% | -45.96% | 33.33% | 3 | 44.05% | 38.96% | 50% | 4 |
| 9 | 2 | October-March | 125.23% | 53.4% | 78.57% | -37.92% | 687.47% | 14 | False | 309.75% | 260.61% | 100% | 4 | 108.09% | 60.16% | 100% | 3 | -9.53% | -37.3% | 33.33% | 3 | 54.63% | 38.42% | 75% | 4 |
| 7 | 3 | August-January | 103.32% | 45.64% | 61.54% | -62.83% | 721.32% | 13 | False | 106.41% | 89.49% | 100% | 4 | 323.16% | 255.38% | 66.67% | 3 | -39.78% | -55.83% | 0% | 3 | 22.49% | 29.44% | 66.67% | 3 |
| 11 | 4 | December-May | 104.03% | 45.3% | 71.43% | -44.3% | 932.36% | 14 | False | 310.01% | 149.6% | 100% | 4 | -37.58% | -43.92% | 0% | 3 | 44.9% | 58.56% | 66.67% | 3 | 48.6% | 45.3% | 100% | 4 |
| 6 | 5 | July-December | 121.97% | 45.02% | 69.23% | -49.84% | 718.7% | 13 | False | 102.98% | 74.8% | 100% | 4 | 404.5% | 462.97% | 100% | 3 | -36.4% | -42.16% | 0% | 3 | 23.14% | 38.69% | 66.67% | 3 |
| 0 | 6 | January-June | 81.65% | 44.32% | 69.23% | -56.9% | 576.21% | 13 | False | 43.8% | 46.32% | 100% | 4 | 250.72% | 155.14% | 100% | 3 | -41.1% | -53.99% | 0% | 3 | 85.8% | 84.33% | 66.67% | 3 |
| 10 | 7 | November-April | 135.98% | 43.93% | 71.43% | -38.65% | 1171.64% | 14 | False | 404.54% | 206.19% | 100% | 4 | 41.84% | 43.64% | 66.67% | 3 | -1.29% | -16.42% | 33.33% | 3 | 40.98% | 47.41% | 75% | 4 |
| 5 | 8 | June-November | 111.69% | 42.85% | 69.23% | -47% | 776.49% | 13 | True | 82.81% | 75.72% | 100% | 4 | 387.4% | 332.88% | 100% | 3 | -44.3% | -45.97% | 0% | 3 | 30.5% | 38.57% | 66.67% | 3 |
| 4 | 9 | May-October | 54.16% | 31.17% | 76.92% | -45.54% | 377% | 13 | False | 63.52% | 57.77% | 100% | 4 | 142.9% | 45.52% | 100% | 3 | -34.02% | -31.81% | 0% | 3 | 41.12% | 31.17% | 100% | 3 |
| 1 | 10 | February-July | 75.2% | 30.4% | 76.92% | -39.4% | 384.14% | 13 | False | 52.64% | 59.83% | 100% | 4 | 201.9% | 196.25% | 100% | 3 | -30.26% | -27.52% | 0% | 3 | 84.07% | 30.4% | 100% | 3 |
| 2 | 11 | March-August | 62.14% | 12.04% | 61.54% | -53.59% | 297.45% | 13 | False | 41.85% | 33.7% | 75% | 4 | 194.46% | 281.75% | 100% | 3 | -32.92% | -31.97% | 0% | 3 | 51.93% | 12.04% | 66.67% | 3 |
| 3 | 12 | April-September | 44.76% | -3.17% | 46.15% | -57.33% | 303.8% | 13 | False | 63.26% | 57.17% | 75% | 4 | 103.52% | 32.2% | 66.67% | 3 | -25.36% | -14.01% | 0% | 3 | 31.44% | -3.17% | 33.33% | 3 |
Analysis includes data from 14 years: 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018, 2019, 2020, 2021, 2022, 2023, 2024 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2020 (Cycle Year 4): +303.87% 2012 (Cycle Year 4): +164.80% 2023 (Cycle Year 3): +154.34% 2016 (Cycle Year 4): +122.74% 2024 (Cycle Year 4): +111.33% 2019 (Cycle Year 3): +87.48% 2021 (Cycle Year 1): +57.18% 2015 (Cycle Year 3): +37.31% 2014 (Cycle Year 2): -57.44% 2011 (Cycle Year 3): -57.98% 2022 (Cycle Year 2): -65.41% 2018 (Cycle Year 2): -72.53% Average Year-End Return: +536.71% Median Year-End Return: +111.33% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years Cycle Year 2 (years: 2014, 2022, 2018): Average: -65.12% Sample size: 3 years Cycle Year 3 (years: 2023, 2019, 2015, 2011): Average: +55.29% Sample size: 4 years Cycle Year 4 (years: 2020, 2012, 2016, 2024): Average: +175.69% Sample size: 4 years
Analysis includes 3 years matching cycle year(s) Year 1: 2013, 2017, 2021 Historical Year-End Returns (Full Year): 2013 (Cycle Year 1): +5437.07% 2017 (Cycle Year 1): +1291.13% 2021 (Cycle Year 1): +57.18% Average Year-End Return (Cycle Year 1): +2261.79% Median Year-End Return (Cycle Year 1): +1291.13% Returns by Cycle Year: Cycle Year 1 (years: 2013, 2017, 2021): Average: +2261.79% Sample size: 3 years
Calculating best fit line from start to end of data...
============================================================ BEST FIT LINE FROM START TO END SUMMARY: ============================================================ Total Data Period: 5008 days R-squared: 0.886426 Scale Type: Log Scale Daily Growth Rate: 0.1832% Annual Growth Rate: 95.05% Historical Performance: Start Price: $10.90 End Price: $101575.95 Total Change: $101565.05 (931789.48%) 1000-Day Projection: Projected Price: $1517658.27 Projected Change: $1416082.32 (1394.11%) Valuation Oscillator Summary: Current Deviation: -58.26% Max Overvaluation: 1062.48% Max Undervaluation: -92.23% 🟢 Currently UNDERVALUED relative to long-term trend
Finding top 3 best fitting linear regression channels for BTC (log scale)... Top 3 Best Fitting Linear Regression Channels (Log Scale): ================================================================================ 1. Window Size: 1000 days R-squared: 0.934663 Daily Growth Rate: 0.1940% Annual Growth Rate: 102.90% Price Change: $79903.95 (368.70%) Start Price: $21672.00 End Price: $101575.95 2. Window Size: 750 days R-squared: 0.884341 Daily Growth Rate: 0.1977% Annual Growth Rate: 105.65% Price Change: $74757.95 (278.76%) Start Price: $26818.00 End Price: $101575.95 3. Window Size: 60 days R-squared: 0.851856 Daily Growth Rate: 0.5359% Annual Growth Rate: 603.56% Price Change: $22448.95 (28.37%) Start Price: $79127.00 End Price: $101575.95 Plotting the top 3 regression channels with adaptive projections... (Windows ≤100 days: +30d projection, Windows >100 days: +180d projection)
Results stored in 'top_channels' variable
============================================================
SUMMARY - TOP 3 BEST FITTING CHANNELS:
============================================================
#1. 1000 days | R² = 0.934663
Annual Growth: 102.90%
Price Range: $21672 → $101576 (368.7%)
PRICE PROJECTIONS:
+30 days: $122,535 ($91,601 - $163,917)
+60 days: $129,872 ($97,080 - $173,742)
+90 days: $137,649 ($102,887 - $184,156)
#2. 750 days | R² = 0.884341
Annual Growth: 105.65%
Price Range: $26818 → $101576 (278.8%)
PRICE PROJECTIONS:
+30 days: $123,880 ($91,356 - $167,982)
+60 days: $131,443 ($96,923 - $178,258)
+90 days: $139,468 ($102,829 - $189,163)
#3. 60 days | R² = 0.851856
Annual Growth: 603.56%
Price Range: $79127 → $101576 (28.4%)
PRICE PROJECTIONS:
+30 days: $132,982 ($122,131 - $144,797)
+60 days: $156,111 ($142,187 - $171,399)
+90 days: $183,263 ($165,167 - $203,341)
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +22.9% 3.8:1 $47,222 $63,650 $94,959 $124,825 $165,054 $246,445 $326,885
Fat Tails (Student-t) +9.4% 2.2:1 $-8,953 $42,411 $80,992 $111,172 $149,309 $230,966 $321,918
Skewed Normal +27.0% 4.3:1 $56,087 $71,479 $100,900 $128,966 $163,520 $229,910 $290,294
Historical Bootstrap +24.1% 3.6:1 $44,942 $63,403 $96,179 $126,088 $163,720 $239,791 $324,970
Mixed (Bootstrap + Extremes) +21.1% 2.9:1 $18,300 $50,408 $89,795 $122,976 $163,409 $248,319 $353,038
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +20.9% 3.4:1 $31,520 $58,270 $92,565 $122,806 $161,002 $239,086 $323,421
MEDIAN ACROSS METHODS +22.9% 3.6:1 $44,942 $63,403 $94,959 $124,825 $163,520 $239,791 $324,970
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +20.9%
• Target Price: $122,806
• Risk/Reward Ratio: 3.4:1
• 95% Confidence Range: $58,270 to $239,086
• Extreme Downside (5% chance): Below $58,270 (-42.6%)
• Extreme Upside (5% chance): Above $239,086 (+135.4%)
• 📈 Probability of Profit: 67.9% chance of making money
• 📉 Probability of Loss: 32.1% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +9.4% change
Risk/Reward ratio: 2.2:1
→ 99% chance Bitcoin will be ABOVE $-8,953
→ 95% chance Bitcoin will be ABOVE $42,411
→ 75% chance Bitcoin will be ABOVE $80,992
→ Median value in 90 days $111,172
→ 75% chance Bitcoin will be BELOW $149,309
→ 95% chance Bitcoin will be BELOW $230,966
→ 99% chance Bitcoin will be BELOW $321,918
================================================================================
→ VaR (5%): $42,411 (-58.2%)
→ VaR (1%): $-8,953 (-108.8%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (90 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +21.1% change
Risk/Reward ratio: 2.9:1
→ 99% chance Bitcoin will be ABOVE $18,300
→ 95% chance Bitcoin will be ABOVE $50,408
→ 75% chance Bitcoin will be ABOVE $89,795
→ Median value in 90 days $122,976
→ 75% chance Bitcoin will be BELOW $163,409
→ 95% chance Bitcoin will be BELOW $248,319
→ 99% chance Bitcoin will be BELOW $353,038
================================================================================
→ VaR (5%): $50,408 (-50.4%)
→ VaR (1%): $18,300 (-82.0%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
========================================================================================================================
MONTE CARLO SIMULATION SUMMARY TABLE
========================================================================================================================
Method Median Risk/ 99% > 95% > 75% > Median 75% < 95% < 99% <
Name Change Reward Above Above Above Price Below Below Below
------------------------------------------------------------------------------------------------------------------------
Standard GBM (Normal) +60.5% 8.3:1 $38,961 $60,066 $108,161 $162,999 $247,348 $447,402 $656,787
Fat Tails (Student-t) +20.4% 3.3:1 $-101,729 $16,595 $71,853 $122,272 $196,149 $381,231 $650,998
Skewed Normal +74.7% 11.4:1 $52,227 $72,505 $123,140 $177,448 $255,484 $434,111 $613,359
Historical Bootstrap +64.6% 8.3:1 $37,096 $59,242 $110,474 $167,241 $250,784 $454,888 $690,187
Mixed (Bootstrap + Extremes) +53.1% 5.4:1 $-14,703 $34,788 $94,554 $155,515 $241,780 $461,476 $764,055
------------------------------------------------------------------------------------------------------------------------
AVERAGE ACROSS METHODS +54.7% 7.4:1 $ 2,370 $48,639 $101,636 $157,095 $238,309 $435,822 $675,077
MEDIAN ACROSS METHODS +60.5% 8.3:1 $37,096 $59,242 $108,161 $162,999 $247,348 $447,402 $656,787
========================================================================================================================
🎯 CONSENSUS FORECAST (Average of All Methods):
• Expected Return (90 days): +54.7%
• Target Price: $157,095
• Risk/Reward Ratio: 7.4:1
• 95% Confidence Range: $48,639 to $435,822
• Extreme Downside (5% chance): Below $48,639 (-52.1%)
• Extreme Upside (5% chance): Above $435,822 (+329.1%)
• 📈 Probability of Profit: 74.7% chance of making money
• 📉 Probability of Loss: 25.3% chance of losing money
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (208 Days)
Method: Fat Tails (Student-t)
================================================================================
Median outcome: +20.4% change
Risk/Reward ratio: 3.3:1
→ 99% chance Bitcoin will be ABOVE $-101,729
→ 95% chance Bitcoin will be ABOVE $16,595
→ 75% chance Bitcoin will be ABOVE $71,853
→ Median value in 208 days $122,272
→ 75% chance Bitcoin will be BELOW $196,149
→ 95% chance Bitcoin will be BELOW $381,231
→ 99% chance Bitcoin will be BELOW $650,998
================================================================================
→ VaR (5%): $16,595 (-83.7%)
→ VaR (1%): $-101,729 (-200.2%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
================================================================================
ENHANCED BITCOIN MONTE CARLO SUMMARY (208 Days)
Method: Mixed (Bootstrap + Extremes)
================================================================================
Median outcome: +53.1% change
Risk/Reward ratio: 5.4:1
→ 99% chance Bitcoin will be ABOVE $-14,703
→ 95% chance Bitcoin will be ABOVE $34,788
→ 75% chance Bitcoin will be ABOVE $94,554
→ Median value in 208 days $155,515
→ 75% chance Bitcoin will be BELOW $241,780
→ 95% chance Bitcoin will be BELOW $461,476
→ 99% chance Bitcoin will be BELOW $764,055
================================================================================
→ VaR (5%): $34,788 (-65.8%)
→ VaR (1%): $-14,703 (-114.5%)
📈 PRICE CHART WITH MONTE CARLO LEVELS:
--------------------------------------------------
====================================================================================================
DRIFT RATE COMPARISON
====================================================================================================
Method Daily Drift Daily % Annual Drift Annual %
Simple Mean 0.003251 0.3251% 1.1865 118.65%
Geometric Mean 0.001827 0.1827% 0.9470 94.70%
Log Returns 0.001825 0.1825% 0.6663 66.63%
Volatility-Adjusted 0.002333 0.2333% 0.8514 85.14%
Rolling Window 0.002082 0.2082% 0.7599 75.99%
Regime-Aware 0.008053 0.8053% 2.9392 293.92%
SUMMARY STATISTICS ACROSS ALL METHODS:
--------------------------------------------------
Daily Drift - Average: 0.003228 (0.3228%)
Daily Drift - Median: 0.002207 (0.2207%)
Annual Drift - Average: 1.2250 (122.50%)
Annual Drift - Median: 0.8992 (89.92%)
Annual Drift - Std Dev: 0.7837 (78.37%)
Range: 66.63% to 293.92% (spread: 227.29%)
Coefficient of Variation: 64.0%
🎯 RECOMMENDATIONS:
For Monte Carlo Simulations:
• Conservative: Log Returns method = 0.001825 daily
• Realistic: Volatility-adjusted = 0.002333 daily
• Current regime: Bull Market = 0.008053 daily
• Average across methods = 0.003228 daily (122.5% annual)
• Median across methods = 0.002207 daily (89.9% annual)
Method Consensus Level: LOW - methods show significant disagreement
Key Insights:
• Annual drift estimates range from 66.6% to 293.9%
• Average estimate: 122.5% (mean of all methods)
• Median estimate: 89.9% (middle value)
• Standard deviation: 78.4% (measure of disagreement)
• Most conservative: Log Returns (66.6%)
• Most aggressive: Regime-Aware (293.9%)
• High variation suggests using median (89.9%) over mean
🎯 MARKET SIMILARITY ANALYSIS - NON-OVERLAPPING VERSION ============================================================ 📊 Calculating market features... 🎯 CURRENT FEATURES ANALYSIS: Days since ATH: 14 % from ATH: -9.28% RSI-14: 42.5 🔍 Finding similar periods... ✅ Found 6 diverse periods 📊 Analyzing top 3 most similar periods 🏆 TOP 3 SIMILAR PERIODS (NON-OVERLAPPING CHARTS) ================================================================================ #1 MATCH (Score: 0.998) - 28 features 📅 Period: 2024-09-05 00:00:00 to 2024-11-04 00:00:00 🔍 Current Signal Date: 2025-06-05 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 14.0 | Then 235.0 | Diff -221.0 % from ATH : Now -9.3 | Then -8.1 | Diff -1.2 30d return : Now 12.6 | Then 5.9 | Diff +6.6 RSI-14 : Now 42.5 | Then 51.3 | Diff -8.8 📈 What happened next: 5d : +13.1% 10d: +28.8% 20d: +44.5% 30d: +45.6% 60d: +44.7% 90d: +44.0%
└─ Non-overlapping chart created for Match #1 ──────────────────────────────────────────────────────────────────────────────── #2 MATCH (Score: 0.997) - 28 features 📅 Period: 2021-07-18 00:00:00 to 2021-09-16 00:00:00 🔍 Current Signal Date: 2025-06-05 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 14.0 | Then 155.0 | Diff -141.0 % from ATH : Now -9.3 | Then -26.4 | Diff +17.1 30d return : Now 12.6 | Then 20.9 | Diff -8.3 RSI-14 : Now 42.5 | Then 52.4 | Diff -9.9 📈 What happened next: 5d : -15.0% 10d: -9.5% 20d: +15.9% 30d: +27.4% 60d: +33.2% 90d: +2.3%
└─ Non-overlapping chart created for Match #2 ──────────────────────────────────────────────────────────────────────────────── #3 MATCH (Score: 0.997) - 28 features 📅 Period: 2024-06-02 00:00:00 to 2024-08-01 00:00:00 🔍 Current Signal Date: 2025-06-05 00:00:00 (Today's analysis date) 🔍 Key Comparisons: Days since ATH : Now 14.0 | Then 140.0 | Diff -126.0 % from ATH : Now -9.3 | Then -11.5 | Diff +2.2 30d return : Now 12.6 | Then -1.8 | Diff +14.4 RSI-14 : Now 42.5 | Then 51.9 | Diff -9.4 📈 What happened next: 5d : -14.2% 10d: -10.1% 20d: -6.3% 30d: -9.7% 60d: -3.0% 90d: +10.8%
└─ Non-overlapping chart created for Match #3
Applying clustering filter with 10-day window... Filtered from 178 to 15 periods Found 5 periods with correlation >= 0.7 Top correlated periods: 1. 2022-09-14 to 2023-02-16 (Year: 2022, Correlation: 0.8605) Extended to: 2023-08-15 (+180 days) 2. 2023-06-20 to 2023-11-22 (Year: 2023, Correlation: 0.8409) Extended to: 2024-05-20 (+180 days) 3. 2013-04-26 to 2013-09-28 (Year: 2013, Correlation: 0.8295) Extended to: 2014-03-27 (+180 days) 4. 2015-06-22 to 2015-11-24 (Year: 2015, Correlation: 0.8152) Extended to: 2016-05-22 (+180 days) 5. 2019-09-24 to 2020-02-26 (Year: 2019, Correlation: 0.8030) Extended to: 2020-08-24 (+180 days)
Detailed correlation results: start_date end_date correlation year period_length extended_length 0 2022-09-14 2023-02-16 0.860465 2022 156 336 1 2023-06-20 2023-11-22 0.840911 2023 156 336 2 2013-04-26 2013-09-28 0.829536 2013 156 336 3 2015-06-22 2015-11-24 0.815193 2015 156 336 4 2019-09-24 2020-02-26 0.803013 2019 156 336 Best match details: Period: 2022-09-14 to 2023-02-16 Correlation: 0.8605
time open high low close daily_return_percent day year year_return_percent cycle_year cycle_year_return_percent quarter quarter_return_percent month monthly_return_percent week weekly_return_percent half_month half_monthly_return_percent gross_return 5007 2025-06-05 104750.78125 105936.6875 100436.882812 101575.953125 -3.03084 Thursday 2025 8.815445 1 8.815445 2 23.067174 June -2.925672 23 -3.856002 1H_June -2.925672 0.969692 ORIGINAL ROLLING RETURNS ANALYSIS: ================================================================================
No similar periods found with threshold ±0.5% Try increasing 'highlight_threshold' or adjusting filter parameters.
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns in 2024-2025 ===== Total recovery points found: 2 ----- Average Statistics ----- Average Drawdown: 32.4% Average Forward Returns: 7 days: -2.9% (Win rate: 50.0%) 14 days: 0.7% (Win rate: 50.0%) 30 days: 3.6% (Win rate: 50.0%) 60 days: 0.8% (Win rate: 100.0%) 90 days: 22.6% (Win rate: 100.0%) 180 days: 58.5% (Win rate: 100.0%)
===== Bitcoin 50% Recovery Points from 30%+ Drawdowns Cycle Year(s): Year1 ===== Total recovery points found: 20 Showing 3 out of 20 recovery points (sorted by drawdown size) Recovery Point #1 (sorted by drawdown size): Date: 2016-06-12 00:00:00 Year: 2016 | Cycle_year: 4 | Quarter: 2 | Month: June Price at recovery: $672.13 Previous peak (high): $1163.00 Drawdown low: $152.40 Drawdown amount: $1010.60 (86.9%) Recovery amount: $519.73 (51.4%) Forward Returns: 7d: 13.3% | 14d: -2.1% | 30d: -1.3% | 60d: -12.9% | 90d: -7.5% | 180d: 14.5% Recovery Point #2 (sorted by drawdown size): Date: 2019-06-25 00:00:00 Year: 2019 | Cycle_year: 3 | Quarter: 2 | Month: June Price at recovery: $11751.01 Previous peak (high): $19666.00 Drawdown low: $3122.28 Drawdown amount: $16543.72 (84.1%) Recovery amount: $8628.73 (52.2%) Forward Returns: 7d: -7.8% | 14d: 6.9% | 30d: -15.9% | 60d: -13.6% | 90d: -17.6% | 180d: -36.1% Recovery Point #3 (sorted by drawdown size): Date: 2013-10-18 00:00:00 Year: 2013 | Cycle_year: 1 | Quarter: 4 | Month: October Price at recovery: $152.89 Previous peak (high): $259.34 Drawdown low: $45.00 Drawdown amount: $214.34 (82.6%) Recovery amount: $107.89 (50.3%) Forward Returns: 7d: 22.0% | 14d: 32.2% | 30d: 212.2% | 60d: 341.5% | 90d: 432.7% | 180d: 246.5% ----- Average Statistics ----- Average Drawdown: 50.2% Average Forward Returns: 7 days: 1.8% (Win rate: 55.0%) 14 days: 8.9% (Win rate: 60.0%) 30 days: 28.1% (Win rate: 55.0%) 60 days: 38.9% (Win rate: 52.6%) 90 days: 67.8% (Win rate: 63.2%) 180 days: 90.7% (Win rate: 63.2%)
🎯 COMPLETE ANALYSIS FOR Year1 ============================================================ 🔄 Calculating days since 20-day highs/lows... 📊 CURRENT STATUS (20-DAY WINDOW): Days since 20-day high: 14 Days since 20-day low: 0 20-day high: $111970.17 20-day low: $100436.88 Current close: $101575.95 Current cycle year: 1 Current month: June Current quarter: Q2 ------------------------------------------------------------ 🧪 HISTORICAL TESTING - 20-DAY WINDOW: ============================================================ 🔴 Testing: Days since 20-day HIGH = 14 🔍 APPLYING FILTERS: ================================================== 📅 Cycle Year: Year1 📈 Records: 5,008 → 0 (0.0%) ================================================== No occurrences found for days_since_20d_high = 14 with current filters 🟢 Testing: Days since 20-day LOW = 0 🔍 APPLYING FILTERS: ================================================== 📅 Cycle Year: Year1 📈 Records: 5,008 → 0 (0.0%) ================================================== No occurrences found for days_since_20d_low = 0 with current filters 📈 Creating original visualizations... 🔍 APPLYING FILTERS: ================================================== 📅 Cycle Year: Year1 📈 Records: 5,008 → 0 (0.0%) ================================================== ⚠️ No data available for original visualization with current filters 📈 CREATING INDIVIDUAL YEAR CHARTS FOR Year1: ============================================================ 🔴 High Signal Charts (20D High = 14 days): No calendar years found for cycle year: Year1 🟢 Low Signal Charts (20D Low = 0 days): No calendar years found for cycle year: Year1
Conversion successful!
Created: C:/Users/Chris/Python/format_csv.py
Before update data summary:
Date range: 2011-08-18 to 2025-06-05
Number of rows: 5008
CSV is already up to date.
After update (unchanged) data summary:
Date range: 2011-08-18 to 2025-06-05
Number of rows: 5008
Moved original file to C:\Users\Chris\BTC_price_history\Old\BITSTAMP_BTCUSD, 1D.csv_20250606_070210
Copied updated file back to C:\Users\Chris\BTC_price_history\BITSTAMP_BTCUSD, 1D.csv
Bitcoin performance after first all time high in 30 days (Year1)
================================================================
Date Bitcoin Close High Price Cycle Year Week Month 3 Month 6 Month Year
01/21/2013 16.52 16.98 Year1 13.01 81.60 619.19 414.77 4893.28
02/20/2013 30.00 30.07 Year1 4.37 133.00 291.67 242.83 1772.87
03/25/2013 75.11 80.00 Year1 39.40 98.38 33.68 64.28 677.22
11/06/2013 263.24 265.00 Year1 49.48 207.71 205.04 64.49 32.95
02/23/2017 1,188.11 1,193.92 Year1 5.80 -19.53 103.71 243.82 755.65
04/30/2017 1,350.21 1,356.00 Year1 15.09 63.20 98.53 327.48 584.50
06/06/2017 2,880.74 2,933.00 Year1 -6.17 -9.73 48.47 290.52 165.85
08/05/2017 3,263.62 3,339.66 Year1 18.12 31.05 118.98 175.74 115.48
10/12/2017 5,445.00 5,445.00 Year1 4.66 16.71 173.46 25.54 13.59
11/16/2017 7,846.96 7,976.79 Year1 1.81 144.53 20.95 8.00 -29.80
12/16/2017 19,187.78 19,377.00 Year1 -23.81 -29.08 -56.96 -65.36 -83.36
01/01/2021 29,402.64 29,700.00 Year1 38.31 12.72 99.74 19.16 62.49
02/08/2021 46,416.45 46,712.12 Year1 3.29 20.33 25.61 -3.89 -5.01
03/13/2021 61,165.19 61,781.83 Year1 -4.95 -2.18 -38.95 -24.15 -38.22
04/13/2021 63,564.48 63,769.00 Year1 -11.11 -21.82 -47.92 -13.92 -35.27
10/20/2021 65,990.31 67,016.50 Year1 -11.40 -11.91 -35.78 -38.15 -71.14
01/20/2025 102,141.00 109,356.00 Year1 -0.05 -5.38 -16.59 -0.55 -0.55
05/21/2025 109,682.00 110,730.00 Year1 -1.71 -7.39 -7.39 -7.39 -7.39
Average 7.45 39.01 90.86 95.73 489.06
Median 3.83 14.71 41.08 22.35 23.27
% Positive 61.1 55.6 66.7 61.1 55.6
Found 155 total ATHs to analyze
Analyzing 14-day pause ATHs...
Found 14 ATHs with 14-day pause
Bitcoin Forward Returns FROM Pause End - 14 day pauses (Year1)
==============================================================
ATH Date ATH Days End Date End Price Decline Cycle 1W 1W DD 1W Max 2W 2W DD 2W Max 1M 1M DD 1M Max 2M 2M DD 2M Max 3M 3M DD 3M Max 6M 6M DD 6M Max 1Y 1Y DD 1Y Max
04/10/2013 162.00 14 04/24/2013 149.00 -8.02 Year1 -21.64 -29.60 14.28 -24.05 -45.30 14.28 -13.62 -45.30 14.28 -32.61 -45.30 14.28 -41.62 -57.72 14.28 20.89 -57.72 22.10 237.05 -57.72 680.54
11/30/2013 1,119.80 14 12/14/2013 854.99 -23.65 Year1 -30.18 -55.30 1.75 -16.37 -55.30 1.75 -3.74 -55.30 16.38 -23.66 -55.30 16.38 -26.27 -55.30 16.38 -33.44 -60.26 16.38 -58.30 -67.84 16.38
03/10/2017 1,116.97 14 03/24/2017 929.06 -16.82 Year1 15.20 -4.06 16.35 28.16 -4.06 29.38 33.68 -4.06 34.79 143.71 -4.06 144.87 192.07 -4.06 220.75 317.03 -4.06 436.01 819.96 -4.06 2016.76
06/12/2017 2,667.06 14 06/26/2017 2,421.22 -9.22 Year1 5.34 -5.38 7.18 -4.04 -6.58 9.01 4.29 -24.42 21.34 79.91 -24.42 85.03 51.34 -24.42 105.68 503.79 -24.42 712.24 150.62 -24.42 712.24
09/02/2017 4,599.90 14 09/16/2017 3,678.93 -20.02 Year1 2.72 -5.87 12.06 17.59 -5.87 18.21 56.18 -5.87 58.92 98.26 -5.87 114.41 374.91 -5.87 387.48 124.66 -5.87 434.56 76.68 -5.87 434.56
12/17/2017 18,953.00 14 12/31/2017 13,880.00 -26.77 Year1 16.17 -7.77 24.17 -1.67 -7.78 24.17 -28.16 -33.56 24.17 -21.45 -57.34 24.17 -50.08 -57.34 24.17 -55.30 -58.40 24.17 -73.39 -77.51 24.17
01/08/2021 40,667.07 14 01/22/2021 32,992.06 -18.87 Year1 3.81 -11.64 17.06 16.15 -11.64 17.45 74.26 -11.64 76.87 64.77 -11.64 87.26 56.66 -11.64 96.70 -2.59 -13.31 96.70 6.36 -13.31 109.14
02/21/2021 57,492.91 14 03/07/2021 50,967.30 -11.35 Year1 15.79 -3.24 21.22 12.59 -3.24 21.22 13.83 -3.24 21.22 10.75 -7.78 27.33 -30.28 -41.01 27.33 -1.85 -43.89 27.33 -25.41 -43.89 35.38
03/13/2021 61,165.19 14 03/27/2021 55,839.42 -8.71 Year1 2.19 -2.08 7.64 7.03 -2.08 9.64 -3.16 -15.82 16.22 -29.60 -46.16 16.22 -43.41 -48.78 16.22 -19.58 -48.78 16.22 -16.07 -48.78 23.57
04/14/2021 62,986.09 14 04/28/2021 54,901.97 -12.83 Year1 4.75 -4.59 7.46 -10.05 -11.61 8.56 -34.99 -45.24 8.56 -36.80 -47.91 8.56 -28.10 -47.91 8.56 14.93 -47.91 22.07 -27.59 -47.91 25.68
10/20/2021 65,990.31 14 11/03/2021 62,930.72 -4.64 Year1 3.16 -4.48 9.64 -4.06 -7.20 9.64 -14.60 -18.07 9.64 -24.76 -33.31 9.64 -38.45 -47.64 9.64 -38.79 -47.64 9.64 -67.89 -72.04 9.64
11/10/2021 64,921.43 14 11/24/2021 57,185.06 -11.92 Year1 0.12 -6.78 3.95 -11.61 -26.61 3.95 -11.09 -26.61 3.95 -36.53 -40.54 3.95 -33.08 -42.38 3.95 -49.14 -55.58 3.95 -70.99 -72.93 3.95
01/20/2025 102,141.00 14 02/03/2025 101,457.00 -0.67 Year1 -3.93 -6.63 0.32 -5.60 -7.26 0.32 -10.69 -22.93 0.32 -17.35 -24.50 0.32 -7.04 -26.63 0.32 0.12 -26.63 10.36 0.12 -26.63 10.36
Average -13.35 1.04 -11.34 11.01 0.31 -14.96 12.89 4.78 -24.00 23.59 13.43 -31.09 42.49 28.97 -36.21 71.65 60.06 -38.04 140.90 73.17 -43.30 315.57
Median -11.92 3.16 -5.87 9.64 -4.04 -7.26 9.64 -3.74 -22.93 16.38 -21.45 -33.31 16.38 -28.10 -42.38 16.38 -1.85 -47.64 22.10 -16.07 -47.91 25.68
% Positive 76.9 0.0 100.0 38.5 0.0 100.0 38.5 0.0 100.0 38.5 0.0 100.0 30.8 0.0 100.0 46.2 0.0 100.0 46.2 0.0 100.0
Breakdown by Pause Period:
14-day pause: 13 ATHs
Finished 2025-06-06 08:02:17.027109